11. In Section 13.5, it was found that for the one-step method, the width of the interval is ±2 ̂ ????w = ±2√(1 − ̂a2) ̂ ????AR(1) and, for the two-step method, the width of the interval is ±2√(1 + ̂a2) ̂ ????w = ±2√(1 − ̂a4) ̂????AR(1). Produce the general formula for the k-step method and, using this formula (it has already been shown in a different manner) show that as k → ∞, the width of the interval becomes

±2 ̂ ????AR(1).